Consider two risky assets, A and B$,$ whose returns are RA and RB$.$ Their expected returns and variances are given by E$($RA$)=0\mathrm{.}10,$ E$($RB$)=0\mathrm{.}05,$Var$($RA$)=0\mathrm{.}09$ and V ar $($RB $)=0\mathrm{.}04.$ The correlation coefficient between RA and RB $,\backslash$rho AB $=0\mathrm{.}01.$ There is a risk$-$free asset whose expected return, $\backslash$mu f $=0\mathrm{.}03.$ What is the weight wT of the asset A in the tangency portfolio$$s T which is the $$optimal$$ combination of the risky assets A and B$?$

$($a$)0\mathrm{.}6087.($b$)0\mathrm{.}6133.($c$)0\mathrm{.}2821.($d$)0\mathrm{.}5022.($e$)0\mathrm{.}0000.$